+313.7%
IVV vs SPG
+61.5%
+252.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -1.0% | -4.9% | +4.0% | +0.3% |
| 3M | +3.9% | +3.3% | +0.5% | +2.8% |
| 6M | +14.5% | +11.2% | +3.3% | +11.0% |
| YTD | +12.9% | +17.1% | -4.1% | +7.9% |
| 1Y | +19.4% | +21.6% | -2.2% | +12.8% |
| 3Y | +78.8% | +111.9% | -33.1% | +45.7% |
| 5Y | +82.2% | +106.9% | -24.7% | +47.8% |
| 10Y | +313.7% | +62.2% | +251.4% | +264.5% |
| All | +313.7% | +61.5% | +252.1% | +264.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling